+72.0%
FROG vs KIM
+10.5%
+61.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -0.6% |
| 7D | -5.5% | -0.3% | -5.2% | -5.7% |
| 30D | -3.1% | -1.7% | -1.4% | -3.8% |
| 3M | +1.2% | -0.8% | +2.1% | +1.3% |
| 6M | +113.7% | +4.4% | +109.3% | +116.8% |
| YTD | +38.9% | +21.2% | +17.6% | +37.6% |
| 1Y | +72.0% | +10.5% | +61.4% | +76.0% |
| All | +72.0% | +10.5% | +61.5% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling